Relations between exponential tails, moments and moment generating functions for random variables and vectors
Functional Analysis
2017-01-10 v1
Abstract
We offer in this paper the non-asymptotical pairwise bilateral exact up to multiplicative constants interrelations between exponential decreasing tail behavior, moments (Grand Lebesgue Spaces) norm and moment generating functions norm for random variables and vectors (r.v.).
Keywords
Cite
@article{arxiv.1701.01901,
title = {Relations between exponential tails, moments and moment generating functions for random variables and vectors},
author = {Yu. V. Kozachenko and E. Ostrovsky and L. Sirota},
journal= {arXiv preprint arXiv:1701.01901},
year = {2017}
}
Comments
arXiv admin note: text overlap with arXiv:1510.08945, arXiv:1510.04182